st: Out-of-sample prediction: Time dummy problem

Dear all,
I estimate a model using an in-sample-dataset (e.g. 1989-1999)and the
xtabond2 command with time dummies. Then I want to predict and calculate
residuals using an out-of-sample-dataset (e.g. 2000-2004) for another time
period.
My problem: Using predict and the out-of-sample-dataset, STATA complains,
that some variables are missing in the dataset, since it cannot find the
time dummies.
Question: How can I predict using only the estimates of the main model
variables without the estimates for the time dummies?
My idea was:
1. Estimate:
Use insample.dta
Xi: xtabond2 depvar var1 var2 i.year (endogvar, lag(2 .)) ivstyle(var1 var2
i.year) rob twostep
2. Predict:
Use outsample.dta
... and then some kind of adjust or xpredict ... But it is not working so
far and I am not sure, if this is the right way.
Has anybody made a similar out-of-sample prediction and can help me?
Thanks in advance
Niko
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